+43.4%
REGN vs MOS
-18.2%
+61.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -6.0% | +0.5% | -6.4% | -6.0% |
| 30D | -0.4% | +10.9% | -11.2% | -1.1% |
| 3M | +32.0% | +29.2% | +2.8% | +29.4% |
| 6M | +3.0% | -2.3% | +5.3% | +2.0% |
| YTD | +3.2% | +8.3% | -5.1% | +2.0% |
| 1Y | +43.4% | -21.2% | +64.6% | +42.0% |
| All | +43.4% | -18.2% | +61.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling